+772.7%
GOOG vs KEY
+167.1%
+605.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -7.7% | -3.3% | -4.4% | -6.9% |
| 3M | -9.3% | -0.7% | -8.6% | -9.2% |
| 6M | +7.4% | +12.5% | -5.1% | +4.2% |
| YTD | +4.9% | +8.4% | -3.6% | +2.5% |
| 1Y | +37.2% | +18.4% | +18.8% | +30.9% |
| 3Y | +141.6% | +123.3% | +18.3% | +92.6% |
| 5Y | +128.8% | +38.8% | +89.9% | +99.8% |
| 10Y | +772.7% | +169.3% | +603.4% | +527.1% |
| All | +772.7% | +167.1% | +605.6% | +527.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling